I don't know much of these SEO programs yet, but by perusing the banner - "SEnuke X has been completely re-written from scratch in a brand new technology" - doesn't sound much like they're using C/C++
As for speed, well written C/C++ program can be faster than well written C# programs, but certainly not "hundreds of times as fast". Even if they were, a beginning programmer will be more likely to create better C# programs than C++ programs; compilers and libraries can give them better-optimized code than they'd be able to write in C/C++ themselves.
As Glass23 said, if you have thoughts of being cross-platform, I would start with something other than C#. Last I played with it mono (the non-windows .NET interpreter) isn't quite a 100% solution. I would suggest going for Java or Python in those cases. Java is similar to C#; Python can be used for scripting as well as building more advanced programs and GUIs.
Once you get into programming and learn one language, it's much easier to learn the next. Most higher-level languages also have the ability to let you call C/C++ libraries, etc, to give you the best of both worlds (if you get to the point where you can't do it in your chosen higher-level language or need to speed up certain things).
You also don't have to re-invent the wheel, there are many good open-source programs and libraries you can integrate with your own code. Try to be a good open-source citizen and follow the license, giving back source/changes/credit/etc, if required.
In the end, if you want to write pretty Windows-only programs, then you're likely to do well with C#/VB under Visual Studio as mentioned several times above.